From Random Walks To Random Matrices

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From Random Walks to Random Matrices

Author : Jean Zinn-Justin
Publisher : Unknown
Page : 544 pages
File Size : 51,9 Mb
Release : 2019
Category : Electronic books
ISBN : 0191829846

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From Random Walks to Random Matrices by Jean Zinn-Justin Pdf

This text presents a collection of short, self-contained introductions to important topics in modern theoretical physics, as presented at universities worldwide in seminars (some in colloquium style) and short courses.

From Random Walks to Random Matrices

Author : Jean Zinn-Justin
Publisher : Oxford University Press, USA
Page : 544 pages
File Size : 40,8 Mb
Release : 2019-06-27
Category : Science
ISBN : 9780198787754

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From Random Walks to Random Matrices by Jean Zinn-Justin Pdf

Theoretical physics is a cornerstone of modern physics and provides a foundation for all modern quantitative science. It aims to describe all natural phenomena using mathematical theories and models, and in consequence develops our understanding of the fundamental nature of the universe. This books offers an overview of major areas covering the recent developments in modern theoretical physics. Each chapter introduces a new key topic and develops the discussion in a self-contained manner. At the same time the selected topics have common themes running throughout the book, which connect the independent discussions. The main themes are renormalization group, fixed points, universality, and continuum limit, which open and conclude the work. The development of modern theoretical physics has required important concepts and novel mathematical tools, examples discussed in the book include path and field integrals, the notion of effective quantum or statistical field theories, gauge theories, and the mathematical structure at the basis of the interactions in fundamental particle physics, including quantization problems and anomalies, stochastic dynamical equations, and summation of perturbative series.

Random Walks on Reductive Groups

Author : Yves Benoist,Jean-François Quint
Publisher : Springer
Page : 323 pages
File Size : 44,8 Mb
Release : 2016-10-20
Category : Mathematics
ISBN : 9783319477213

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Random Walks on Reductive Groups by Yves Benoist,Jean-François Quint Pdf

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assumption that the action of the matrices is semisimple – or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws. This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.

Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices

Author : Göran Högnäs,Arunava Mukherjea
Publisher : Springer Science & Business Media
Page : 399 pages
File Size : 53,7 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9781475723885

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Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices by Göran Högnäs,Arunava Mukherjea Pdf

A Scientific American article on chaos, see Crutchfield et al. (1986), illus trates a very persuasive example of recurrence. A painting of Henri Poincare, or rather a digitized version of it, is stretched and cut to produce a mildly distorted image of Poincare. The same procedure is applied to the distorted image and the process is repeated over and over again on the successively more and more blurred images. After a dozen repetitions nothing seems to be left of the original portrait. Miraculously, structured images appear briefly as we continue to apply the distortion procedure to successive images. After 241 iterations the original picture reappears, unchanged! Apparently the pixels of the Poincare portrait were moving about in accor dance with a strictly deterministic rule. More importantly, the set of all pixels, the whole portrait, was transformed by the distortion mechanism. In this exam ple the transformation seems to have been a reversible one since the original was faithfully recreated. It is not very farfetched to introduce a certain amount of randomness and irreversibility in the above example. Think of a random miscoloring of some pixels or of inadvertently giving a pixel the color of its neighbor. The methods in this book are geared towards being applicable to the asymp totics of such transformation processes. The transformations form a semigroup in a natural way; we want to investigate the long-term behavior of random elements of this semigroup.

From Random Walks to Random Matrices

Author : Jean Zinn-Justin
Publisher : Oxford University Press
Page : 544 pages
File Size : 50,8 Mb
Release : 2019-06-19
Category : Science
ISBN : 9780191091681

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From Random Walks to Random Matrices by Jean Zinn-Justin Pdf

Theoretical physics is a cornerstone of modern physics and provides a foundation for all modern quantitative science. It aims to describe all natural phenomena using mathematical theories and models, and in consequence develops our understanding of the fundamental nature of the universe. This books offers an overview of major areas covering the recent developments in modern theoretical physics. Each chapter introduces a new key topic and develops the discussion in a self-contained manner. At the same time the selected topics have common themes running throughout the book, which connect the independent discussions. The main themes are renormalization group, fixed points, universality, and continuum limit, which open and conclude the work. The development of modern theoretical physics has required important concepts and novel mathematical tools, examples discussed in the book include path and field integrals, the notion of effective quantum or statistical field theories, gauge theories, and the mathematical structure at the basis of the interactions in fundamental particle physics, including quantization problems and anomalies, stochastic dynamical equations, and summation of perturbative series.

Random Matrices and Their Applications

Author : Joel E. Cohen,Harry Kesten,Charles Michael Newman
Publisher : American Mathematical Soc.
Page : 358 pages
File Size : 46,7 Mb
Release : 1986
Category : Mathematics
ISBN : 9780821850442

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Random Matrices and Their Applications by Joel E. Cohen,Harry Kesten,Charles Michael Newman Pdf

These twenty-six expository papers on random matrices and products of random matrices survey the major results of the last thirty years. They reflect both theoretical and applied concerns in fields as diverse as computer science, probability theory, mathematical physics, and population biology. Many of the articles are tutorial, consisting of examples, sketches of proofs, and interpretations of results. They address a wide audience of mathematicians and scientists who have an elementary knowledge of probability theory and linear algebra, but not necessarily any prior exposure to this specialized area. More advanced articles, aimed at specialists in allied areas, survey current research with references to the original literature. The book's major topics include the computation and behavior under perturbation of Lyapunov exponents and the spectral theory of large random matrices. The applications to mathematical and physical sciences under consideration include computer image generation, card shuffling, and other random walks on groups, Markov chains in random environments, the random Schroedinger equations and random waves in random media. Most of the papers were originally presented at an AMS-IMS-SIAM Joint Summer Research Conference held at Bowdoin College in June, 1984. Of special note are the papers by Kotani on random Schroedinger equations, Yin and Bai on spectra for large random matrices, and Newman on the relations between the Lyapunov and eigenvalue spectra.

A Dynamical Approach to Random Matrix Theory

Author : László Erdős,Horng-Tzer Yau
Publisher : American Mathematical Soc.
Page : 226 pages
File Size : 43,8 Mb
Release : 2017-08-30
Category : Random matrices
ISBN : 9781470436483

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A Dynamical Approach to Random Matrix Theory by László Erdős,Horng-Tzer Yau Pdf

A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

Introduction to Random Matrices

Author : Giacomo Livan,Marcel Novaes,Pierpaolo Vivo
Publisher : Springer
Page : 124 pages
File Size : 54,7 Mb
Release : 2018-01-16
Category : Science
ISBN : 9783319708850

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Introduction to Random Matrices by Giacomo Livan,Marcel Novaes,Pierpaolo Vivo Pdf

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

Random Matrices

Author : Alexei Borodin,Ivan Corwin,Alice Guionnet
Publisher : American Mathematical Soc.
Page : 498 pages
File Size : 44,7 Mb
Release : 2019-10-30
Category : Education
ISBN : 9781470452803

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Random Matrices by Alexei Borodin,Ivan Corwin,Alice Guionnet Pdf

Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory. This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.

An Introduction to Random Matrices

Author : Greg W. Anderson,Alice Guionnet,Ofer Zeitouni
Publisher : Cambridge University Press
Page : 507 pages
File Size : 45,7 Mb
Release : 2010
Category : Mathematics
ISBN : 9780521194525

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An Introduction to Random Matrices by Greg W. Anderson,Alice Guionnet,Ofer Zeitouni Pdf

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Random Walk In Random And Non-random Environments (Third Edition)

Author : Revesz Pal
Publisher : World Scientific
Page : 420 pages
File Size : 50,7 Mb
Release : 2013-03-06
Category : Mathematics
ISBN : 9789814447522

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Random Walk In Random And Non-random Environments (Third Edition) by Revesz Pal Pdf

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.

A First Course in Random Matrix Theory

Author : Marc Potters,Jean-Philippe Bouchaud
Publisher : Cambridge University Press
Page : 371 pages
File Size : 50,6 Mb
Release : 2020-12-03
Category : Computers
ISBN : 9781108488082

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A First Course in Random Matrix Theory by Marc Potters,Jean-Philippe Bouchaud Pdf

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

Random Matrices

Author : Madan Lal Mehta
Publisher : Elsevier
Page : 707 pages
File Size : 42,7 Mb
Release : 2004-10-06
Category : Mathematics
ISBN : 9780080474113

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Random Matrices by Madan Lal Mehta Pdf

Random Matrices gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understanding of various fields in in mathematics and mathematical physics, such as nuclear excitations, ultrasonic resonances of structural materials, chaotic systems, the zeros of the Riemann and other zeta functions. More generally they apply to the characteristic energies of any sufficiently complicated system and which have found, since the publication of the second edition, many new applications in active research areas such as quantum gravity, traffic and communications networks or stock movement in the financial markets. This revised and enlarged third edition reflects the latest developements in the field and convey a greater experience with results previously formulated. For example, the theory of skew-orthogoanl and bi-orthogonal polynomials, parallel to that of the widely known and used orthogonal polynomials, is explained here for the first time. Presentation of many new results in one place for the first time First time coverage of skew-orthogonal and bi-orthogonal polynomials and their use in the evaluation of some multiple integrals Fredholm determinants and Painlevé equations The three Gaussian ensembles (unitary, orthogonal, and symplectic); their n-point correlations, spacing probabilities Fredholm determinants and inverse scattering theory Probability densities of random determinants

Free Probability and Random Matrices

Author : James A. Mingo,Roland Speicher
Publisher : Springer
Page : 336 pages
File Size : 51,5 Mb
Release : 2017-06-24
Category : Mathematics
ISBN : 9781493969425

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Free Probability and Random Matrices by James A. Mingo,Roland Speicher Pdf

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.

Random Walks, Random Fields, and Disordered Systems

Author : Anton Bovier,David Brydges,Amin Coja-Oghlan,Dmitry Ioffe,Gregory F. Lawler
Publisher : Springer
Page : 239 pages
File Size : 48,9 Mb
Release : 2015-09-21
Category : Science
ISBN : 9783319193397

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Random Walks, Random Fields, and Disordered Systems by Anton Bovier,David Brydges,Amin Coja-Oghlan,Dmitry Ioffe,Gregory F. Lawler Pdf

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a modest background in probability and mathematical physics, although they could also be enjoyed by seasoned researchers interested in learning about recent advances in the above fields.